+477.0%
EFX vs VIG
+623.5%
-146.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -5.9% | -5.9% |
| 7D | -8.6% | -0.4% | -8.2% | -8.1% |
| 30D | +0.1% | -1.0% | +1.1% | +1.3% |
| 3M | +3.8% | +2.8% | +1.1% | +0.9% |
| 6M | -13.5% | +8.2% | -21.7% | -20.7% |
| YTD | -17.7% | +11.0% | -28.7% | -26.5% |
| 1Y | -25.6% | +16.1% | -41.7% | -36.8% |
| 3Y | -12.1% | +56.2% | -68.2% | -45.2% |
| 5Y | -33.8% | +63.0% | -96.8% | -59.8% |
| 10Y | +45.1% | +241.4% | -196.3% | -60.3% |
| All | +477.0% | +623.5% | -146.6% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling